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484,509
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226,776
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JEL Code: G11
2,580,215 Total downloads
Showing Papers 761 - 810 of 7,224
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Breaking into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: The Case of the S&P500
Steve Thomas ,
James Seaton
,
Andrew Clare and
Peter N. Smith
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
,
City University London - Sir John Cass Business School
and
University of York (UK) - Department of Economics and Related Studies
Date Posted: August 08, 2012
Working Paper Series
439 downloads
Dynamics of the Co-Movement between Stock and Maritime Markets
International Review of Economics & Finance, Forthcoming
Oral Erdogan
,
Kenan Tata
,
Burhan Can Karahasan and
Mehmet Hakan Sengoz
Istanbul Bilgi University Department of Business Administration
,
Turkon Holding
,
Okan University
and
Istanbul Bilgi University
Date Posted: August 08, 2012
Accepted Paper Series
55 downloads
Swapping Headline for Core Inflation: An Asset Liability Management Approach
Southwestern Finance Association 2013 Annual Meeting Paper, Albuquerque NM, European Business Research Conference Proceedings, Rome 2012.
Nicolas Fulli-Lemaire
and
Ernesto Palidda
Amundi Asset Management
and
Calyon Bank - Credit Agricole Asset Management
Date Posted: August 08, 2012
Last Revised: March 07, 2013
Working Paper Series
83 downloads
A Real Accurate Formula for the Yield Elasticity of Bond Price
Michael Osborne
University of Sussex
Date Posted: August 06, 2012
Last Revised: September 03, 2012
Working Paper Series
31 downloads
Features and Working of Leasing Industry in Sweden
Himanshu Yadav
National Law University
Date Posted: August 06, 2012
Working Paper Series
37 downloads
Rationalizing the Value Premium Under Economic Fundamentals in an Emerging Market
M. Eskandar Shah
,
Muhammed Shahid Ebrahim
and
Robert Hudson
affiliation not provided to SSRN
,
Bangor University - University of Wales System
and
Newcastle University
Date Posted: August 06, 2012
Working Paper Series
Choosing Among Alternative Long-Run Event-Study Techniques
Journal of Economic Surveys, Forthcoming
Dionysia Dionysiou
University of Stirling
Date Posted: August 05, 2012
Accepted Paper Series
Dynamic Portfolio Choice with Stochastic Wage and Life Insurance
Xudong Zeng ,
Yuling Wang
and
James M. Carson
Shanghai University of Finance and Economics, School of Finance
,
affiliation not provided to SSRN
and
University of Georgia
Date Posted: August 04, 2012
Last Revised: October 26, 2012
Working Paper Series
18 downloads
The Contribution of Star Funds to Fund Families: An Empirical Analysis on the Korean Fund Market
Young K. Park
and
Hyo-Keun Joo
Sungkyunkwan University
and
affiliation not provided to SSRN
Date Posted: August 04, 2012
Working Paper Series
4 downloads
Can Metropolitan Housing Risk Be Diversified? A Cautionary Tale from the Recent Boom and Bust
John Cotter ,
Stuart A. Gabriel and
Richard Roll
University College Dublin
,
University of California, Los Angeles - Anderson School of Management
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: August 02, 2012
Working Paper Series
10 downloads
Do Individual Investors Learn from Their Mistakes?
Steffen Meyer
,
Maximilian Koestner
and
Andreas Hackethal
Goethe University Frankfurt - Department of Finance
,
Goethe University Frankfurt - Department of Finance
and
Goethe University Frankfurt - Department of Finance
Date Posted: August 02, 2012
Working Paper Series
702 downloads
Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market
Nikos C. Papapostolou
,
Nikos K. Nomikos ,
Panos K. Pouliasis
and
Ioannis Kyriakou
Cass Business School, City University London
,
City University London - Faculty of Finance
,
Sir John Cass Business School
and
City University London - Sir John Cass Business School
Date Posted: August 02, 2012
Working Paper Series
Did Feed-In Tariffs Work? An Econometric Assessment
Steffen Jenner
University of Tuebingen
Date Posted: August 01, 2012
Working Paper Series
119 downloads
Portfolio Choice with Transaction Costs: A User's Guide
Boston U. School of Management Research Paper No. 2012-22
Paolo Guasoni and
Johannes Muhle-Karbe
Boston University - Department of Mathematics and Statistics
and
ETH Zürich
Date Posted: August 01, 2012
Last Revised: August 21, 2012
Working Paper Series
190 downloads
Behavioural Portfolio Selection: Asymptotics and Stability Along a Sequence of Models
Christian Reichlin
ETH Zurich
Date Posted: July 31, 2012
Working Paper Series
123 downloads
Financial Education, Investor Protection and International Portfolio Diversification
Netspar Discussion Paper No. 04/2012-021
Maela Giofré
CeRP-CCA
Date Posted: July 31, 2012
Working Paper Series
37 downloads
International Evidence on the Equity Premium Puzzle and Time Discounting
Marc Oliver Rieger
,
Mei Wang and
Thorsten Hens
University of Trier
,
WHU - Otto Beisheim School of Management
and
Department of Banking and Finance
Date Posted: July 31, 2012
Last Revised: May 13, 2013
Working Paper Series
101 downloads
Backward/Forward Optimal Combination of Performance Measures for Equity Screening
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 13
Monica Billio ,
Massimiliano Caporin and
Michele Costola
Ca Foscari University of Venice - Department of Economics
,
University of Padova - Department of Economics and Management "Marco Fanno"
and
University of Padova - Department of Economics and Management "Marco Fanno"
Date Posted: July 29, 2012
Working Paper Series
38 downloads
Growth Investing: Betting on the Future?
Aswath Damodaran
New York University - Stern School of Business
Date Posted: July 29, 2012
Last Revised: August 14, 2012
Working Paper Series
964 downloads
On the Assessment of Beta Before World War I: Case Study of Brussels Stock Exchange (BSE)
Lord Mensah
and
Jan Annaert
University of Ghana Business School
and
Antwerp Management School
Date Posted: July 29, 2012
Last Revised: July 31, 2012
Working Paper Series
13 downloads
Downside Risk in Multiperiod Tracking Error Models
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2012
Diana Barro and
Elio Canestrelli
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: July 28, 2012
Working Paper Series
68 downloads
Dynamic Tracking Error with Shortfall Control Using Stochastic Programming
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2012
Diana Barro and
Elio Canestrelli
Ca Foscari University of Venice - Department of Economics
and
Ca Foscari University of Venice - Department of Economics
Date Posted: July 28, 2012
Working Paper Series
17 downloads
Optimal Hedging of a Contingent Claim with Ambiguity Aversion
Chongseok Hyun
and
Hyeng Keun Koo
Ajou University
and
Ajou University
Date Posted: July 28, 2012
Working Paper Series
67 downloads
On the Optimal Type and Level of Guarantees for Prospect Theory Investors
Sebastian Ebert
,
Birgit Koos
and
Judith C. Schneider
University of Bonn
,
University of Bonn - Department of Economics
and
University of Muenster - Finance Center Muenster
Date Posted: July 27, 2012
Last Revised: December 17, 2012
Working Paper Series
86 downloads
Are ETNs Realizing Their Potential? An Empirical Investigation of ETNs vs. Other Exchange-Traded Products in the Precious Metals’ Space
Journal of Index Investing, 2012, Forthcoming
Hélyette Geman ,
Lovjit Thukral
and
Colbrin Wright
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
,
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
and
Brigham Young University
Date Posted: July 26, 2012
Accepted Paper Series
Don’t Hide Your Light Under a Bushel: Innovative Diversity and Stock Returns
David A. Hirshleifer ,
Po-Hsuan Hsu
and
Dongmei Li
University of California, Irvine - Paul Merage School of Business
,
University of Hong Kong
and
UC San Diego - Rady School of Management
Date Posted: July 26, 2012
Last Revised: September 05, 2012
Working Paper Series
105 downloads
Profitability of Insider Trading in Europe: A Performance Evaluation Approach
Adriana Korczak
,
Piotr Korczak
and
Jędrzej Traczykowski
University of Bristol - School of Economics, Finance and Management
,
University of Bristol - Department of Finance and Accounting
and
Polska Telefonia Cyfrowa S.A.- Data Mining and Segmentation Unit
Date Posted: July 26, 2012
Working Paper Series
98 downloads
The US Dollar Funding Premium of Global Banks
Asani Sarkar and
Warren B. Hrung
Federal Reserve Bank of New York
and
Federal Reserve Bank of New York
Date Posted: July 25, 2012
Working Paper Series
86 downloads
Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds
Mohan Bijapur
,
Manuela Croci
and
Rida Zaidi
London School of Economics
,
National Bank of Abu Dhabi
and
The Royal Bank of Scotland
Date Posted: July 24, 2012
Last Revised: February 05, 2013
Working Paper Series
39 downloads
Does Ambiguity Diversification Pay?
Yehuda (Yud) Izhakian
New York University (NYU) - Leonard N. Stern School of Business
Date Posted: July 24, 2012
Working Paper Series
291 downloads
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns
Georgetown McDonough School of Business Research Paper 2012-16
Turan G. Bali ,
Robert F. Engle and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
New York University - Leonard N. Stern School of Business - Department of Economics
and
Fordham University - School of Business
Date Posted: July 24, 2012
Last Revised: November 01, 2012
Working Paper Series
216 downloads
Politics and Stock Returns: A Rationalization
Ashraf Al Zaman
and
Oumar Sy
Saint Mary's University, Canada - Sobey School of Business
and
Dalhousie University
Date Posted: July 24, 2012
Working Paper Series
31 downloads
'Sell in May and Go Away' Just Won't Go Away
Financial Analysts Journal, Forthcoming
Sandro C. Andrade
,
Vidhi Chhaochharia
and
Michael E. Fuerst
University of Miami - Department of Finance
,
University of Miami
and
University of Miami
Date Posted: July 23, 2012
Last Revised: March 18, 2013
Working Paper Series
590 downloads
A Survey on the Four Families of Performance Measures
Massimiliano Caporin ,
Gregory Mathieu Jannin
,
Francesco Lisi
and
Bertrand B. Maillet
University of Padova - Department of Economics and Management "Marco Fanno"
,
University of Paris 1 Pantheon-Sorbonne - Laboratoire PRISM
,
University of Padua - Department of Statistical Sciences
and
University of Orléans
Date Posted: July 23, 2012
Working Paper Series
158 downloads
Hope, Fear and Aspirations
Xue Dong He and
Xun Yu Zhou
Columbia University - Department of Industrial Engineering and Operations Research
and
University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: July 23, 2012
Last Revised: May 10, 2013
Working Paper Series
112 downloads
Vigilant Measures of Risk and the Demand for Contingent Claims
Mario Ghossoub
University of Montreal
Date Posted: July 23, 2012
Working Paper Series
22 downloads
Competition and Incentive to Reveal Information in Financial Markets
Sitikantha Parida
London School of Economics & Political Science (LSE) - Department of Finance
Date Posted: July 22, 2012
Working Paper Series
27 downloads
Information Disclosure Influence on Investment Activity of Russian Public Companies
Valery Udaltsov
National Research University Higher School of Economics
Date Posted: July 22, 2012
Working Paper Series
19 downloads
Are Stocks Riskier than Bonds? Not If You Assess Risk Like Warren Buffett
Javier Estrada
IESE Business School
Date Posted: July 21, 2012
Working Paper Series
182 downloads
Go Big or Go Home: The Case for an Evolution in Risk Taking
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: July 21, 2012
Working Paper Series
331 downloads
Inflation Risk and Real Return
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: July 21, 2012
Working Paper Series
222 downloads
Optimal Asset Allocations in Insurance Industry
Bilel Jarraya
and
Abdelfettah Bouri
University of Sfax, Faculty of Economic Sciences & Management
and
University of Sfax
Date Posted: July 21, 2012
Last Revised: January 04, 2013
Working Paper Series
Public Funds Can Compete
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: July 21, 2012
Working Paper Series
45 downloads
Tales from the Downside: Risk Reduction Strategies
Mike Sebastian
Hewitt EnnisKnupp
Date Posted: July 21, 2012
Working Paper Series
222 downloads
On the Style-based Feedback Trading of Mutual Fund Managers
Bart Frijns
and
Aaron B. Gilbert
Auckland University of Technology - Faculty of Business & Law
and
Auckland University of Technology - Faculty of Business & Law
Date Posted: July 20, 2012
Last Revised: February 18, 2013
Working Paper Series
99 downloads
Is Financial Fragility a Matter of Illiquidity? An Appraisal for Italian Households
CEIS Working Paper No. 242
Marianna Brunetti
,
Elena Giarda and
Costanza Torricelli
University of Rome Tor Vergata
,
Prometeia
and
University of Modena and Reggio Emilia - Department of Economics
Date Posted: July 19, 2012
Working Paper Series
33 downloads
Robust Consumption and Portfolio Rules with a New State Variable
Bong-Gyu Jang
,
Seungkyu Lee
and
Byung Hwa Lim
POSTECH
,
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
and
Korea Economic Research Institute
Date Posted: July 18, 2012
Last Revised: August 26, 2012
Working Paper Series
30 downloads
Fiduciary Finance: Investment Funds and the Crisis in Financial Markets
FIDUCIARY FINANCE: Investment Funds and the Crisis in Financial Markets
Edward Elgar Publishing Limited, ISBN 978 1 84844 895 7, 2010
Martin L. Gold
University of Wollongong - Sydney Business School
Date Posted: July 17, 2012
Accepted Paper Series
Going for Broke: Optimizing Investments in Distressed Debt
Sanjiv Ranjan Das and
Seoyoung Kim
Santa Clara University - Leavey School of Business
and
Santa Clara University
Date Posted: July 17, 2012
Last Revised: August 14, 2012
Working Paper Series
43 downloads
Portfolio Concentration and the Geometry of Comovement
The Journal of Portfolio Management, Forthcoming
Wesley Phoa
Capital Strategy Research
Date Posted: July 17, 2012
Accepted Paper Series
84 downloads
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